The episodes are all out of order, so if you watched them in the broadcast order you'll have to go back and watch them again to really appreciate them. I forget the actual order, but giyf.
Nyoro~n Churuya-san is best experienced at 2AM while stoned and pretty much never otherwise.
Haruhi-chan has some pretty great moments but feels kinda strained a lot of the time.
Neither of those is remotely canon. You can more or less skip them.
Feel free to skip most of the endless eight arc in S2, it was specifically made to troll viewers (the original story was like 30 pages long and only depicted the final iteration).
Disappearance (the movie) is good. I recommend it. Finish S2 first.
Disappearance of Nagato Yuki-chan is not canon and was animated by a different studio, but it's cute and generally good. Improvements include stabby-chan getting more personality and moeblob-chan getting less screentime (with that screentime becoming mostly an excuse to bring out lolfang-tan more often).
Everything that's animated follows the books pretty closely. There's enough material for another couple seasons, but for various reasons they'll most likely never be animated.